95-17
Linear Sufficiency and Admissibility in Restricted Linear Models
by Heiligers, B.; Markiewicz, A.
Preprint series: 95-17, Preprints
- MSC:
- 62F10 Point estimation
- 62J05 Linear regression
Abstract: linear models with parameter restrictions are identified as special general ridge estimators. This is basedon a decomposition result for admissible estimators and on the characterization of linearly sufficient andadmissible estimators in unrestricted models given in Markiewicz (1995).
Keywords: and Phrases: Admissibility, linear sufficiency, partial parameter restrictions, general ridgeestimator, mean squared error function.